Diaphony, discrepancy, spectral test and worst-case error

DOI10.1016/J.MATCOM.2005.06.004zbMATH Open1193.65003OpenAlexW2057844483MaRDI QIDQ2575900FDOQ2575900

Josef Dick, Friedrich Pillichshammer

Publication date: 7 December 2005

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2005.06.004

zbMATH Keywords

weighted Sobolev spacesHilbert spacesWalsh functionsspectral testdiaphonydiaphony in base 2Owen scrambled point setroot mean square discrepancyweighted L2 discrepancyworst-case error of integration

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) General theory of distribution modulo (1) (11K06)

Cites Work

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• A class of generalized Walsh functions
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• A generalized discrepancy and quadrature error bound
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Point sets and sequences with small discrepancy
• Liberating the weights
• Dyadic diaphony
• On the theory of \(b\)-adic diaphony
• Construction algorithms for polynomial lattice rules for multivariate integration
• Finite-order weights imply tractability of multivariate integration
• Random and quasi-random point sets
• Digital (t,m,s)-nets and the spectral test

Cited In (8)

• Asymptotic properties of the spectral test, diaphony, and related quantities
• Dyadic diaphony of digital nets over \(\mathbb Z_2\)
• Statistical properties of $b$-adic diaphonies
• On the existence of low‐diaphony sequences made of digital sequences and lattice point sets
• The weighted \(b\)-adic diaphony
• The \(p\)-adic diaphony of the Halton sequence
• Diaphony, a measure of uniform distribution, and the Patterson function
• Dyadic diaphony of digital sequences

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